adequacy.py 文件源码

def BTS(data):

    n = data.shape[0]
    p = data.shape[1]

    chi2 = -(n - 1 - (2 * p + 5) / 6) * \
        np.log(np.linalg.det(pd.DataFrame.corr(data)))
    df = p * (p - 1) / 2

    pvalue = scipy.stats.distributions.chi2.sf(chi2, df)

    return [chi2, pvalue]